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Related lectures (32)

Page 3 of 4

Introduction to Derivatives

Introduces derivatives, forward contracts, options, and their financial uses.

Snowpack Theory

Explores snowpack theory, covering installation, processes, and mechanisms involved in snowpack formation and energy conservation.

Stochastic Simulation: Variance Reduction Techniques

Explores variance reduction techniques in stochastic simulation, emphasizing the use of auxiliary random variables and sample averages to improve efficiency.

Black-Scholes-Merton Model

Covers the Black-Scholes-Merton model, stock dynamics, option pricing, and replicating strategies.

Introduction to Derivatives

Covers forward contracts, options, hedging, and speculative strategies in derivatives trading.

Asset Pricing: Fundamental Theorems

Covers the fundamental theorems of asset pricing, including EMM, self-financing strategies, risk-neutral pricing, and completeness of markets.

Turbulence: Numerical Flow Simulation

Explores turbulence characteristics, simulation methods, and modeling challenges, providing guidelines for choosing and validating turbulence models.

Digital History: Exploring 20th Century through Press Analysis

Explores digital history and press analysis, emphasizing the impact of digital tools on knowledge dissemination and historical research.

Abstract Data Structures in C++

Covers procedural and object-oriented programming, abstract data structures, templates, and the C++ standard library.

Black-Scholes Formula: Risk-neutral Pricing and Option Pricing

Explores the Black-Scholes formula for option pricing and risk-neutral pricing in financial economics.